NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
48.35 |
52.40 |
4.05 |
8.4% |
45.93 |
| High |
53.80 |
52.54 |
-1.26 |
-2.3% |
53.80 |
| Low |
47.86 |
48.84 |
0.98 |
2.0% |
45.77 |
| Close |
52.97 |
51.54 |
-1.43 |
-2.7% |
51.54 |
| Range |
5.94 |
3.70 |
-2.24 |
-37.7% |
8.03 |
| ATR |
4.16 |
4.15 |
0.00 |
0.0% |
0.00 |
| Volume |
74,689 |
62,803 |
-11,886 |
-15.9% |
308,822 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.07 |
60.51 |
53.58 |
|
| R3 |
58.37 |
56.81 |
52.56 |
|
| R2 |
54.67 |
54.67 |
52.22 |
|
| R1 |
53.11 |
53.11 |
51.88 |
52.04 |
| PP |
50.97 |
50.97 |
50.97 |
50.44 |
| S1 |
49.41 |
49.41 |
51.20 |
48.34 |
| S2 |
47.27 |
47.27 |
50.86 |
|
| S3 |
43.57 |
45.71 |
50.52 |
|
| S4 |
39.87 |
42.01 |
49.51 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.46 |
71.03 |
55.96 |
|
| R3 |
66.43 |
63.00 |
53.75 |
|
| R2 |
58.40 |
58.40 |
53.01 |
|
| R1 |
54.97 |
54.97 |
52.28 |
56.69 |
| PP |
50.37 |
50.37 |
50.37 |
51.23 |
| S1 |
46.94 |
46.94 |
50.80 |
48.66 |
| S2 |
42.34 |
42.34 |
50.07 |
|
| S3 |
34.31 |
38.91 |
49.33 |
|
| S4 |
26.28 |
30.88 |
47.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.80 |
45.77 |
8.03 |
15.6% |
3.93 |
7.6% |
72% |
False |
False |
61,764 |
| 10 |
56.66 |
44.25 |
12.41 |
24.1% |
3.70 |
7.2% |
59% |
False |
False |
45,647 |
| 20 |
61.28 |
44.25 |
17.03 |
33.0% |
3.73 |
7.2% |
43% |
False |
False |
34,482 |
| 40 |
77.08 |
44.25 |
32.83 |
63.7% |
4.19 |
8.1% |
22% |
False |
False |
23,864 |
| 60 |
111.00 |
44.25 |
66.75 |
129.5% |
4.51 |
8.7% |
11% |
False |
False |
18,492 |
| 80 |
123.30 |
44.25 |
79.05 |
153.4% |
4.28 |
8.3% |
9% |
False |
False |
14,968 |
| 100 |
128.22 |
44.25 |
83.97 |
162.9% |
3.89 |
7.5% |
9% |
False |
False |
12,417 |
| 120 |
148.35 |
44.25 |
104.10 |
202.0% |
3.56 |
6.9% |
7% |
False |
False |
10,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.27 |
|
2.618 |
62.23 |
|
1.618 |
58.53 |
|
1.000 |
56.24 |
|
0.618 |
54.83 |
|
HIGH |
52.54 |
|
0.618 |
51.13 |
|
0.500 |
50.69 |
|
0.382 |
50.25 |
|
LOW |
48.84 |
|
0.618 |
46.55 |
|
1.000 |
45.14 |
|
1.618 |
42.85 |
|
2.618 |
39.15 |
|
4.250 |
33.12 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
51.26 |
51.05 |
| PP |
50.97 |
50.56 |
| S1 |
50.69 |
50.07 |
|